36 lines
740 B
Mathematica
36 lines
740 B
Mathematica
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function [f,err] = fmincon_funn(cbData,nRow,x,njdiff,dXjbase,reserved,inParam)
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persistent prob Af A bf b
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if nargin == 7
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prob = inParam;
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ind = find(prob.map==0);
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Af = prob.A(ind,:);
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bf = prob.b(ind);
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A = spalloc(max(prob.map),size(prob.A,1),0);
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for i = 1:max(prob.map)
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ind = find(prob.map==i);
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A(i,ind) = prob.b(ind)';
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end
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return
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end
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x = x(1:size(prob.A,2));
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if nRow == -1
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z = Af*x;
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f = full(log(bf'*exp(z)));
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else
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g = A*exp(prob.A*x);
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ind = find(g<1e-2);
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if ~isempty(ind)
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g(ind) = exp(log(1e-2)+(g(ind)-1e-2)/1e-2);
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end
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g = log(g);
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if length(prob.h) > 0
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g = [log(prob.h) + prob.G*x;g];
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end
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f = g(nRow+1);
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end
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err = 0;
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